An empirical comparison of default swap pricing models

P (Patrick) Houweling, ACF (Ton) Vorst

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages50
EditionEconometric Institute EI 2001-51
Publication statusPublished - 2001

Publication series

SeriesEconometric Institute
VolumeEI 2001-51

Research programs

  • EUR ESE 08

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